Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2776159.2184 | 2656000.4707 | 120158.7477 | 117389754.7388 | 106132524.5527 | 11257230.1861 |
Total P&L (%) | 2776.1592 | 2656.0005 | 120.1587 | 117389.7547 | 106132.5246 | 11257.2302 |
Avg Daily Profit (%) | 1.2278 | 1.1747 | 0.0531 | 0.3131 | 0.3087 | 0.2095 |
Buy And Hold Return (%) | 9688.2282 | 9688.2282 | 9688.2282 | 9688.2282 | 9688.2282 | 9688.2282 |
Max Trade Drawdown | -48305 | -43469 | -35703 | -51183128 | -45113647 | -31772212 |
Profit Factor | 11.4844 | 20.2179 | 1.9492 | 1.8445 | 2.4592 | 1.1699 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 37.5 | 48.4848 | 43.0769 | 37.5 | 48.4848 |
Ratio Avg Win / Avg Loss | 15.1758 | 33.6965 | 2.0711 | 2.4374 | 4.0986 | 1.243 |
Largest Winning Trade | 1867561 | 1867561 | 53142 | 112286230 | 112286230 | 46828501 |
Largest Losing Trade | -25891 | -22677 | -25891 | -31359393 | -31359393 | -21868114 |
Avg Bars in Trades | 65 | 61 | 68 | 65 | 61 | 68 |
Avg Bars in Winners | 114 | 119 | 109 | 114 | 119 | 109 |
Avg Bars in Losers | 28 | 26 | 29 | 28 | 26 | 29 |
Bars Traded | 4238 | 1972 | 2266 | 4238 | 1972 | 2266 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -282682 | -148651 | -284637 | -126465 | 315338 | -141559 |
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{ "first_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 214, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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